Arbeitspapier
Comparing distributions: the harmonic mass index: extension to m samples
We extend the paper of Hinloopen and van Marrewijk (2005), who introduce the harmonic mass index to test whether two samples come from the same distribution, in the following directions. Firstly, we derive the Harmonic Weighted Mass (HWM) index for any number of samples. Secondly, this paper shows how to compute the HWM index without making any assumptions on the number of 'ties' (i.e. identical observations) within or between samples. Thirdly, we investigate ties with a Monte Carlo analysis, and find that the critical percentiles as reported in Hinloopen and van Marrewijk (2005), for two samples that are free of ties, are fairly accurate approximations of the HWM percentiles for two samples with ties when the sample size exceeds 50 observations. Furthermore, our results show that these percentiles are fairly accurate as well for cases where there are more than two samples.
- Sprache
-
Englisch
- Erschienen in
-
Series: Economic and Financial Report ; No. 2006/03
- Klassifikation
-
Wirtschaft
Hypothesis Testing: General
Semiparametric and Nonparametric Methods: General
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Wagenvoort, Rien
- Ereignis
-
Veröffentlichung
- (wer)
-
European Investment Bank (EIB)
- (wo)
-
Luxembourg
- (wann)
-
2006
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Wagenvoort, Rien
- European Investment Bank (EIB)
Entstanden
- 2006
Ähnliche Objekte (12)
Comparing Distributions: The Harmonic Mass Index
Harmonic extension through conical surfaces
Tests for Comparing Several Two-Parameter Exponential Distributions Based on Uncensored/Censored Samples
Comparing Distributions of Ordinal Data
Comparing forecast accuracy in small samples
Comparing Forecast Accuracy in Small Samples
Methods for summarizing and comparing wealth distributions
Characterization of domain distributions by second harmonic generation in ferroelectrics
Record Ranges for Samples From Asymmetrical Laplace Distributions
Estimates for commutators of fractional differential operators via harmonic extension
A Test for Comparing Multiple Misspecified Conditional Distributions
Second harmonic generation measurements at high pressures on powder samples
Comparing Distributions: The Harmonic Mass Index
Harmonic extension through conical surfaces
Tests for Comparing Several Two-Parameter Exponential Distributions Based on Uncensored/Censored Samples
Comparing Distributions of Ordinal Data
Comparing forecast accuracy in small samples
Comparing Forecast Accuracy in Small Samples
Methods for summarizing and comparing wealth distributions
Characterization of domain distributions by second harmonic generation in ferroelectrics
Record Ranges for Samples From Asymmetrical Laplace Distributions
Estimates for commutators of fractional differential operators via harmonic extension
A Test for Comparing Multiple Misspecified Conditional Distributions
Second harmonic generation measurements at high pressures on powder samples
Comparing Distributions: The Harmonic Mass Index
Harmonic extension through conical surfaces
Tests for Comparing Several Two-Parameter Exponential Distributions Based on Uncensored/Censored Samples
Comparing Distributions of Ordinal Data
Comparing forecast accuracy in small samples
Comparing Forecast Accuracy in Small Samples
Methods for summarizing and comparing wealth distributions
Characterization of domain distributions by second harmonic generation in ferroelectrics
Record Ranges for Samples From Asymmetrical Laplace Distributions
Estimates for commutators of fractional differential operators via harmonic extension
A Test for Comparing Multiple Misspecified Conditional Distributions